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On Riesz distribution

José Díaz-García ()

Metrika: International Journal for Theoretical and Applied Statistics, 2014, vol. 77, issue 4, 469-481

Abstract: The Riesz distribution for real normed division algebras is derived in this work. Then two versions of these distributions are proposed and some of their properties are studied. Copyright Springer-Verlag Berlin Heidelberg 2014

Keywords: Wishart distribution; Riesz distribution; Gamma distribution; Real; complex; quaternion and octonion random matrices (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/s00184-013-0449-5

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